Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 18.881525 21.521001 24.364692 27.652250 31.344237 35.358314 40.049032
2025-01-05 15.383078 19.050626 23.304380 28.586550 34.952765 42.360102 51.613129
2025-01-12 13.073034 17.084096 21.962560 28.303123 36.293541 45.993406 58.621594
2025-01-19 10.803847 14.830328 19.943947 26.869851 35.954325 47.406823 62.872460
2025-01-26 9.862029 14.107415 19.697294 27.531765 38.152771 51.963271 71.177840
2025-02-02 9.110113 13.531058 19.546189 28.241352 40.383939 56.615847 79.806605
2025-02-09 8.201990 12.626024 18.835571 28.077532 41.348103 59.552460 86.211520
2025-02-16 7.362142 11.725577 18.033422 27.683795 41.907947 61.897787 91.852589
2025-02-23 6.782274 11.148642 17.635331 27.814210 43.181408 65.259502 99.043017
2025-03-02 6.322935 10.708167 17.392373 28.133558 44.716747 69.035879 106.977300
2025-03-09 5.856782 10.210398 17.013686 28.200092 45.846456 72.238663 114.184261
2025-03-16 5.371766 9.635640 16.463374 27.944635 46.439622 74.633727 120.253078
2025-03-23 5.022390 9.265528 16.225006 28.187581 47.855714 78.399163 128.685276
2025-03-30 4.832048 9.151105 16.395043 29.102737 50.394269 84.028263 140.292821
2025-04-06 4.444733 8.652967 15.878355 28.826348 50.951698 86.528467 147.034607
2025-04-13 3.898376 7.817320 14.716859 27.364917 49.434414 85.594301 148.174602
2025-04-20 3.744167 7.692686 14.788421 28.039308 51.556982 90.680639 159.351740
2025-04-27 3.607836 7.589064 14.886873 28.760498 53.788660 96.036679 171.197922
2025-05-04 3.356804 7.240130 14.509981 28.594046 54.443438 98.752583 178.704353
2025-05-11 3.096842 6.849909 14.025970 28.193590 54.647013 100.688950 184.942285
2025-05-18 2.925389 6.624111 13.836273 28.326231 55.813579 104.331250 194.266334
2025-05-25 2.789403 6.459886 13.752602 28.650984 57.342687 108.665760 204.970009
2025-06-01 2.634206 6.241106 13.544769 28.718646 58.387409 112.172372 214.337133